+10.3%
ZETA vs MSTU
-87.2%
+97.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.3% |
| 7D | -0.1% | +12.9% | -13.0% | -2.6% |
| 30D | +10.5% | +68.3% | -57.9% | -0.9% |
| 3M | +44.3% | +0.4% | +43.9% | +37.1% |
| 6M | +59.4% | -41.5% | +100.9% | +59.1% |
| YTD | +49.5% | -61.7% | +111.2% | +51.5% |
| 1Y | +62.7% | -93.7% | +156.3% | +119.1% |
| All | +10.3% | -87.2% | +97.5% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling